Root Inc. (ROOT)
128.72
-4.72 (-3.54%)
At close: Apr 01, 2025, 3:59 PM
128.08
-0.50%
Pre-market: Apr 02, 2025, 04:01 AM EDT
Volatility Exposure
Root has experienced an average implied
volatility of 1.11 and an average realized volatility of 0.96.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 04/01/25 | -4.04% | 0.38 | 6.86K | +2.36% | 0.98 | n/a | n/a |
| 03/31/25 | +1.09% | 0.42 | 6.7K | +0.10% | 0.99 | n/a | n/a |
| 03/28/25 | -6.89% | 0.4 | 6.69K | +2.54% | 0.98 | n/a | n/a |
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- Up to 30 years financial history
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